1. Create a new folder (or directory) on your hard drive and name it something appropriate (like "c:\cgreat" for the Catherine the Great story).
2. Download the story of your choice into your folder.
3. Doubleclick the file and follow the instructions to complete installation.
4. Open the readme.txt file that's included with your download file to find out the the name of the starting page (make a note of this).
5. Launch your web browser and open the file corresponding to the starting page.